+325.1%
COP vs URA
+371.9%
-46.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.4% |
| 7D | -0.8% | +8.1% | -8.9% | -3.4% |
| 30D | +15.6% | +5.8% | +9.8% | +13.0% |
| 3M | +14.3% | +3.4% | +10.9% | +11.4% |
| 6M | +17.0% | -2.6% | +19.6% | +13.4% |
| YTD | +47.4% | +11.2% | +36.3% | +33.8% |
| 1Y | +52.4% | +19.8% | +32.6% | +30.4% |
| 3Y | +20.8% | +121.5% | -100.6% | -27.7% |
| 5Y | +191.7% | +134.5% | +57.2% | +56.0% |
| 10Y | +325.1% | +376.7% | -51.6% | +41.0% |
| All | +325.1% | +371.9% | -46.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling